Barclays Capital loses Gregory

Jon Gregory, London-based global head of credit quantitative analytics at Barclays Capital, has quit the firm.

Gregory, who left for personal reasons, said he planned to move into a mixture of academic, consulting and training work.

Gregory joined the bank from BNP Paribas in 2005, where he was global head of credit derivatives research. He has written extensively on credit derivatives pricing, editing “Credit Derivatives: The Definitive Guide” in 2003.

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